+86.1%
WULF vs EL
+14.8%
+71.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +0.7% |
| 7D | +7.6% | +0.8% | +6.8% | +7.3% |
| 30D | -8.6% | +19.8% | -28.5% | -14.5% |
| 3M | -37.0% | +25.7% | -62.7% | -42.3% |
| 6M | +7.4% | +5.4% | +2.0% | +5.2% |
| YTD | +43.7% | +0.2% | +43.5% | +45.3% |
| 1Y | +86.1% | +20.4% | +65.7% | +82.0% |
| All | +86.1% | +14.8% | +71.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling